CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 05-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2011 |
05-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0391 |
1.0183 |
-0.0208 |
-2.0% |
1.0460 |
| High |
1.0402 |
1.0255 |
-0.0147 |
-1.4% |
1.0523 |
| Low |
1.0177 |
1.0139 |
-0.0038 |
-0.4% |
1.0139 |
| Close |
1.0204 |
1.0198 |
-0.0006 |
-0.1% |
1.0198 |
| Range |
0.0225 |
0.0116 |
-0.0109 |
-48.4% |
0.0384 |
| ATR |
0.0106 |
0.0106 |
0.0001 |
0.7% |
0.0000 |
| Volume |
163,823 |
202,803 |
38,980 |
23.8% |
659,094 |
|
| Daily Pivots for day following 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0545 |
1.0488 |
1.0262 |
|
| R3 |
1.0429 |
1.0372 |
1.0230 |
|
| R2 |
1.0313 |
1.0313 |
1.0219 |
|
| R1 |
1.0256 |
1.0256 |
1.0209 |
1.0285 |
| PP |
1.0197 |
1.0197 |
1.0197 |
1.0212 |
| S1 |
1.0140 |
1.0140 |
1.0187 |
1.0169 |
| S2 |
1.0081 |
1.0081 |
1.0177 |
|
| S3 |
0.9965 |
1.0024 |
1.0166 |
|
| S4 |
0.9849 |
0.9908 |
1.0134 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1439 |
1.1202 |
1.0409 |
|
| R3 |
1.1055 |
1.0818 |
1.0304 |
|
| R2 |
1.0671 |
1.0671 |
1.0268 |
|
| R1 |
1.0434 |
1.0434 |
1.0233 |
1.0361 |
| PP |
1.0287 |
1.0287 |
1.0287 |
1.0250 |
| S1 |
1.0050 |
1.0050 |
1.0163 |
0.9977 |
| S2 |
0.9903 |
0.9903 |
1.0128 |
|
| S3 |
0.9519 |
0.9666 |
1.0092 |
|
| S4 |
0.9135 |
0.9282 |
0.9987 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0523 |
1.0139 |
0.0384 |
3.8% |
0.0125 |
1.2% |
15% |
False |
True |
131,818 |
| 10 |
1.0617 |
1.0139 |
0.0478 |
4.7% |
0.0110 |
1.1% |
12% |
False |
True |
102,622 |
| 20 |
1.0617 |
1.0139 |
0.0478 |
4.7% |
0.0107 |
1.0% |
12% |
False |
True |
90,496 |
| 40 |
1.0617 |
1.0067 |
0.0550 |
5.4% |
0.0101 |
1.0% |
24% |
False |
False |
86,532 |
| 60 |
1.0617 |
1.0067 |
0.0550 |
5.4% |
0.0095 |
0.9% |
24% |
False |
False |
60,234 |
| 80 |
1.0617 |
1.0067 |
0.0550 |
5.4% |
0.0094 |
0.9% |
24% |
False |
False |
45,247 |
| 100 |
1.0617 |
0.9993 |
0.0624 |
6.1% |
0.0088 |
0.9% |
33% |
False |
False |
36,225 |
| 120 |
1.0617 |
0.9985 |
0.0632 |
6.2% |
0.0081 |
0.8% |
34% |
False |
False |
30,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0748 |
|
2.618 |
1.0559 |
|
1.618 |
1.0443 |
|
1.000 |
1.0371 |
|
0.618 |
1.0327 |
|
HIGH |
1.0255 |
|
0.618 |
1.0211 |
|
0.500 |
1.0197 |
|
0.382 |
1.0183 |
|
LOW |
1.0139 |
|
0.618 |
1.0067 |
|
1.000 |
1.0023 |
|
1.618 |
0.9951 |
|
2.618 |
0.9835 |
|
4.250 |
0.9646 |
|
|
| Fisher Pivots for day following 05-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0198 |
1.0291 |
| PP |
1.0197 |
1.0260 |
| S1 |
1.0197 |
1.0229 |
|